| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 201.3% | 144.41% |
| Max Drawdown | -25.35% | -67.18% |
| Sharpe | 0.61 | 0.4 |
| Sortino | 0.92 | 0.58 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 15.13 | 4.16 |
| Outlier Loss Ratio | 4.31 | 3.93 |
| Volatility (ann.) | 16.56% | 26.71% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.64 | 0.48 |
| Skew | 0.62 | 0.18 |
| Kurtosis | 16.55 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 2.32% |
| Expected Yearly % | 31.75% | 25.03% |
| Kelly Criterion | 6.14% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.27% |
| Expected Shortfall (cVaR) | -1.4% | -2.27% |
| Year | 3444142:BTCUSD | 3444142:btcusd:triple_gx:kama95_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 21.10 | -0.40 | + |
| 2023 | 155.54 | 99.98 | 0.64 | - |
| 2024 | 121.00 | 44.01 | 0.36 | - |
| 2025 | -7.32 | -13.61 | 1.86 | - |
| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| MTD | -2.4% | 2.63% |
| 3M | -13.61% | -12.25% |
| 6M | 17.99% | 34.61% |
| YTD | -13.61% | -7.32% |
| 1Y | 5.32% | 23.79% |
| 3Y (ann.) | 36.95% | 24.94% |
| 5Y (ann.) | 41.62% | 32.57% |
| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -67.18% |
| Longest DD Days | 185.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.2% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 7.94 | 2.15 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-13 | -25.35 | 107 |
| 2022-09-13 | 2023-01-20 | -24.46 | 129 |
| 2024-12-17 | 2025-03-26 | -23.17 | 98 |
| 2022-03-29 | 2022-07-19 | -18.37 | 112 |
| 2022-02-10 | 2022-03-27 | -13.21 | 45 |
| 2024-01-11 | 2024-02-14 | -12.60 | 33 |
| 2023-04-14 | 2023-10-16 | -11.98 | 185 |
| 2024-03-16 | 2024-07-21 | -11.50 | 127 |
| 2022-07-22 | 2022-07-28 | -11.41 | 6 |
| 2023-02-21 | 2023-03-19 | -10.47 | 26 |
| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.76% | -29.64% |
| Best Month | 36.87% | 43.77% |
| Worst Month | -13.6% | -37.12% |
| Best Year | 99.98% | 155.54% |
| Worst Year | -13.61% | -53.3% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.64% | 7.25% |
| Avg. Down Week | -4.02% | -5.54% |
| Avg. Up Month | 12.71% | 17.84% |
| Avg. Down Month | -4.71% | -13.75% |
| Win Days % | 50.36% | 51.09% |
| Win Month % | 51.35% | 61.54% |
| Win Week % | 55.0% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |